Rank-based inference tools for copula regression, with property and casualty insurance applications-Reference-Cited by-同舟云学术

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Rank-based inference tools for copula regression, with property and casualty insurance applications

Published:2019-11 Issue: Volume:89 Page:1-15
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Côté Marie-Pier,Genest Christian,Omelka Marek

Funder

Natural Sciences and Engineering Research Council of Canada

NSERC

Canadian Statistical Sciences Institute

Fonds de recherche du Québec — Nature et technologies

Grant Agency of the Czech Republic

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference37 articles.

1. Modeling dependence between loss triangles with hierarchical Archimedean copulas;Abdallah;ASTIN Bull.,2015

2. A bivariate regression model for matched paired survival data: Local influence and residual analysis;Barriga;Stat. Methods Appl.,2010

3. Probabilistic Gaussian copula regression model for multisite and multivariable downscaling;Ben Alaya;J. Clim.,2014

4. Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification;Chen;J. Econometrics,2005

5. Rank-based methods for modeling dependence between loss triangles;Côté;Eur. Actuar. J.,2016

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2. A Copula Approach for Predicting Tree Sap Flow Based on Vapor Pressure Deficit;Forests;2024-04-13

3. A Flexible Hierarchical Insurance Claims Model with Gradient Boosting and Copulas;North American Actuarial Journal;2024-03-06

4. Copula modeling from Abe Sklar to the present day;Journal of Multivariate Analysis;2023-11

5. A comprehensive review on the development of copulas in financial field;Journal of Intelligent & Fuzzy Systems;2023-10-04

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